Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 0.269314 0.292444 0.317530 0.346916 0.380600 0.418249 0.463863
2025-12-07 0.237599 0.267070 0.300794 0.342710 0.394087 0.455936 0.537507
2025-12-14 0.215363 0.248155 0.287175 0.337892 0.403415 0.487231 0.606159
2025-12-21 0.197503 0.231910 0.274106 0.330925 0.407544 0.510709 0.666830
2025-12-28 0.188385 0.225183 0.271630 0.336373 0.427511 0.556915 0.766866
2026-01-04 0.182113 0.221252 0.271981 0.345029 0.452213 0.612672 0.892602
2026-01-11 0.172650 0.212277 0.264659 0.341963 0.459086 0.641965 0.980783
2026-01-18 0.166883 0.207712 0.262790 0.346191 0.476956 0.690800 1.115168
2026-01-25 0.156880 0.196712 0.251111 0.334803 0.468874 0.694725 1.163861
2026-02-01 0.147653 0.186271 0.239554 0.322619 0.458121 0.692263 1.198568
2026-02-08 0.142033 0.180556 0.234396 0.319756 0.462297 0.716966 1.298401
2026-02-15 0.139745 0.179381 0.235695 0.326945 0.484077 0.777723 1.501120
2026-02-22 0.135570 0.175402 0.232762 0.327400 0.494642 0.819564 1.676903
2026-03-01 0.131035 0.170673 0.228411 0.325163 0.500053 0.851813 1.841071
2026-03-08 0.126465 0.165676 0.223364 0.321356 0.502075 0.877138 1.997037
2026-03-15 0.121661 0.160125 0.217170 0.315146 0.498840 0.890201 2.120855
2026-03-22 0.119798 0.158875 0.217595 0.320311 0.518285 0.959426 2.481148
2026-03-29 0.118675 0.158669 0.219623 0.328392 0.544548 1.051476 3.007785
2026-04-05 0.115326 0.154914 0.215745 0.325562 0.547796 1.085406 3.315012
2026-04-12 0.113550 0.153505 0.215592 0.329494 0.565922 1.163866 3.928971
2026-04-19 0.109028 0.147665 0.207898 0.318920 0.551101 1.146192 3.993600
2026-04-26 0.104580 0.141819 0.200002 0.307590 0.533748 1.118769 3.985940
2026-05-03 0.102014 0.138850 0.196782 0.304925 0.535748 1.149587 4.389613